请大神帮忙写个MACD的策略　[MC]

开多：15分钟macd的diff大于dea，且3分钟macd，diff上穿dea开多，dea下穿diff平多

开空：15分钟macd的dea大于diff，且3分钟macd，dea下穿diff开孔，diff上穿dea平空

inputs:  FastLength( 12 ), SlowLength( 26 ), MACDLength( 9 ) ;

variables:  diff1( 0,data1 ), diff2(0,data2), dea1( 0, data1 ), dea2(0, data2);

diff1 = MACD( Close, FastLength, SlowLength ) data1 ;

dea1 = XAverage( diff1, MACDLength ) data1;

diff2 = MACD( Close, FastLength, SlowLength ) data2 ;

dea2 = XAverage( diff2, MACDLength ) data2;

if diff2>dea2 and diff1 cross over dea1 then

buy next bar at market;

if diff2>dea2 and marketposition=1 and dea1 cross under diff1 then

sell next bar at market;

if dea2>diff2 and dea1 cross under diff1 then

sellshort next bar at market;

if dea2>diff2 and marketposition=-1 and diff1 cross over dea1 then

buytocover next bar at market;

您需要打开一个3分钟周期的商品合约，另外再插入一个15分钟周期的商品合约

谢谢管理员，但是和我想的不一样，平单后还自动同方向开单，没有空仓期

按照您的策略来写的，您可以自己再进一步修改完善！

按照您的策略来写的，您可以自己再进一步修改完善！